final DoubleTimeSeries<?>[] series = TimeSeriesIntersector.intersect(assetReturnTS, riskFreeReturnTS, marketReturnTS);
assetReturnTS = series[0];
riskFreeReturnTS = series[1];
marketReturnTS = series[2];
final JensenAlphaCalculator calculator = getCalculator(constraints.getValues(ValuePropertyNames.EXCESS_RETURN_CALCULATOR));
final double alpha = calculator.evaluate(assetReturnTS, riskFreeReturnTS, beta, marketReturnTS);
final ValueProperties resultProperties = getResultProperties(desiredValues.iterator().next());
return Sets.newHashSet(new ComputedValue(new ValueSpecification(ValueRequirementNames.JENSENS_ALPHA, targetSpec, resultProperties), alpha));
}
@Override